+264.7%
BN vs EXEL
+378.5%
-113.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.1% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -13.0% | +10.1% | -23.1% | -14.4% |
| 3M | -15.2% | +10.1% | -25.3% | -16.7% |
| 6M | -5.9% | +37.7% | -43.6% | -11.0% |
| YTD | -15.8% | +33.1% | -48.9% | -20.0% |
| 1Y | -12.2% | +52.4% | -64.6% | -18.7% |
| 3Y | +72.2% | +163.8% | -91.6% | +43.8% |
| 5Y | +33.2% | +198.5% | -165.3% | +7.9% |
| 10Y | +264.7% | +386.9% | -122.2% | +189.6% |
| All | +264.7% | +378.5% | -113.8% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling